CSGS Options History — June 2015

In June 2015, CSGS traded between $31.42 and $32.59. ATM implied volatility averaged 24.5%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.9% (HV 20d: 22.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.30.

Notable Days

  • 2015-06-09: Highest Volume — 241 contracts
  • 2015-06-05: Largest IV spike — 146.1% change
  • 2015-06-09: Highest IV Rank — 35.9%
  • 2015-06-23: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.91$31.42$32.59$32.00$31.66
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV24.5%16.1%61.1%19.2%20.6%
Expected Move5.8%3.9%12.3%5.5%5.9%
HV 20d22.6%18.5%24.9%23.4%18.5%
HV 60d18.9%18.1%19.4%18.1%19.4%
IV Rank8.8%2.5%35.9%4.8%5.9%
IV Percentile31.1%4.8%79.0%23.0%29.4%
Term Structure2.3%-42.7%31.0%23.7%-3.0%
VWIV17.7%16.2%19.5%17.5%19.5%
Skew 25d-17.5%-80.8%12.8%-43.7%-66.9%
Skew 10d11.2%-87.6%83.2%-21.9%-45.3%
Call IV 25d39.7%11.8%99.4%63.2%89.8%
Put IV 25d22.2%17.6%28.8%19.5%22.9%
Bid-Ask Spread %124.83113.68135.72128.16135.52
Gamma HHI0.560.500.960.500.55
Net GEX-9.0K-19.2K11.0K11.0K-14.2K
Net DEX-266.6K-837.3K-40.7K-773.5K-79.3K
Net VEX-5.5K-6.1K-3.7K-3.7K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.300.2420.000.470.47
Total Volume156.68263241170113
Total OI963.6828651,081865913

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$32.00$30.0019.2%5.5%23.4%4.8%17.5%-43.7%23.7%11.0K-773.5K-3.7K0.47128.16N/AN/A11654498367
2015-06-02$31.92$30.0016.1%4.6%22.9%2.6%16.2%0.4%31.0%5.0K-768.4K-3.9K20.00113.68N/AN/A360517404
2015-06-03$32.52$30.0022.6%6.5%23.3%7.4%19.5%-5.1%1.2%4.4K-837.3K-4.2K0.33118.05N/AN/A16555519464
2015-06-04$32.18$0.0019.9%5.1%22.0%5.3%0.0%2.1%6.7%5.9K-781.6K-5.1K0.24119.61N/AN/A16940597484
2015-06-05$32.59$0.0048.9%3.9%21.8%26.8%0.0%8.3%8.6%-3.6K-333.1K-5.0K0.24116.79N/AN/A16540407484
2015-06-08$31.70$0.0026.5%5.0%24.5%10.3%0.0%7.0%7.0%-16.1K-130.3K-5.0K0.24122.77N/AN/A16540407484
2015-06-09$31.63$0.0061.1%4.9%24.5%35.9%0.0%6.6%7.1%-11.4K-105.4K-5.1K0.58119.85N/AN/A15388407484
2015-06-10$32.18$0.0018.9%5.4%24.9%4.6%0.0%10.3%5.4%-9.5K-257.5K-5.9K0.58122.32N/AN/A15388473555
2015-06-11$32.11$0.0022.4%6.4%24.6%7.2%0.0%12.8%2.9%-9.1K-235.7K-6.1K0.58128.61N/AN/A15388473560
2015-06-12$32.01$0.0017.5%5.0%24.4%3.6%0.0%9.2%6.9%-9.8K-199.4K-6.0K0.58122.39N/AN/A15388473560
2015-06-15$31.59$0.0018.1%5.2%24.3%4.0%0.0%-43.9%6.7%-13.3K-96.3K-6.0K0.46122.68N/AN/A9242473560
2015-06-16$31.77$0.0018.0%5.2%24.0%4.0%0.0%7.0%5.2%-17.0K-114.6K-6.0K0.46121.78N/AN/A9242478580
2015-06-17$31.42$0.0018.3%5.3%24.1%4.2%0.0%-46.5%5.2%-19.2K-40.7K-6.0K0.46118.62N/AN/A9242478580
2015-06-18$31.59$0.0017.3%5.0%24.1%3.5%0.0%6.1%6.1%-13.7K-82.2K-6.0K0.45123.92N/AN/A9342478580
2015-06-19$31.70$0.0017.5%5.0%24.1%3.6%0.0%6.8%5.9%-13.4K-126.9K-6.0K0.45125.27N/AN/A9342478580
2015-06-22$31.74$0.0017.8%5.1%21.9%3.8%0.0%8.4%6.6%-13.7K-104.8K-5.8K0.32125.29N/AN/A7925404497
2015-06-23$32.00$0.0042.8%12.3%21.4%22.3%0.0%-58.1%-40.8%-11.9K-175.7K-5.7K0.32135.72N/AN/A7925404497
2015-06-24$31.82$0.0016.5%4.7%20.6%2.9%0.0%-58.0%2.6%-12.1K-144.5K-5.7K0.32132.07N/AN/A7925404497
2015-06-25$32.05$0.0022.5%6.4%19.2%7.3%0.0%1.4%-7.5%-11.0K-202.9K-5.8K0.32132.49N/AN/A7925404497
2015-06-26$32.18$0.0040.4%11.6%19.2%20.5%0.0%-80.8%-42.7%-10.2K-223.9K-5.6K0.32132.66N/AN/A7925404497
2015-06-29$31.60$0.0016.1%4.6%18.5%2.5%0.0%-69.0%5.7%-14.5K-50.9K-5.8K0.38128.08N/AN/A7729404497
2015-06-30$31.66$0.0020.6%5.9%18.5%5.9%0.0%-66.9%-3.0%-14.2K-79.3K-5.8K0.47135.52N/AN/A7736407506